Anic Equity

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Total return since start: 0.561 %

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Equity now: -----------------------------> 47688.38 Kr

Max Equity ever reached: ------------> 48629.89 Kr

Portfolio value: --------------------------> 46293.46 Kr

PnL: ---------------------------------------> -595.11 Kr

DD now: ---------------------------------> -1.936 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-01-20 16:25:55.820400'

Anic Portfolio

Today

Return: 0.791 %

This Week

Return: 0.326 %

Total

Return: 56.119 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
Beijer Electronics Group	26	2.700000	3166.800000	195.800000	6.590000	2971.000006
HEBA B	70	0.640000	2751.000000	115.000000	4.360000	2636.000010
SAAB B	8	0.420000	3440.800000	63.800000	1.890000	3377.000000
FM Mattsson Mora Group B	50	-1.320000	2990.000000	63.000000	2.150000	2927.000000
AcadeMedia	12	2.070000	591.360000	34.360000	6.170000	557.000004
Corem Property Group B	59	0.000000	611.240000	34.240000	5.930000	576.999999
Resurs Holding	22	4.430000	601.920000	27.920000	4.860000	573.999998
Samhällsbyggnadsbo. i Norden B	20	0.790000	381.200000	26.200000	7.380000	355.000000
MedCap	2	1.140000	445.000000	24.000000	5.700000	421.000000
OEM International B	7	1.960000	546.700000	18.700000	3.540000	527.999997
Norva24 Group	16	-3.060000	558.400000	15.400000	2.840000	543.000000
Fastighetsbolag. Emilshus Pref	21	1.860000	575.400000	13.400000	2.380000	562.000005
Boozt	12	2.580000	1666.800000	12.800000	0.770000	1653.999996
HMS Networks	2	-0.470000	683.200000	10.200000	1.520000	673.000000
Intrum	4	0.190000	537.200000	10.200000	1.940000	527.000000
Eastnine	4	-2.200000	498.400000	7.400000	1.510000	491.000000
Swedbank A	3	0.690000	566.850000	2.850000	0.510000	564.000000
Essity B	2	0.950000	576.600000	2.600000	0.450000	574.000000
Essity A	4	0.000000	1150.000000	1.000000	0.090000	1149.000000
Creaspac SPAC	6	0.310000	577.200000	0.200000	0.030000	577.000002
Sampo Oyj SDB	7	1.660000	3850.000000	0.000000	0.000000	3850.000000
Coor Service Management Hold.	8	0.300000	531.600000	-0.400000	-0.080000	532.000000
Handelsbanken A	5	0.510000	543.000000	-3.000000	-0.550000	546.000000
Karnov Group	9	2.960000	532.800000	-3.200000	-0.600000	536.000004
Samhällsbyggnadsbo. i Norden D	12	0.000000	242.160000	-3.840000	-1.560000	246.000000
Securitas B	6	0.040000	564.000000	-6.000000	-1.050000	570.000000
CTEK	13	1.510000	525.200000	-8.800000	-1.650000	533.999999
Nordea Bank Abp	29	0.680000	3444.040000	-9.960000	-0.290000	3453.999992
Midsona B	63	1.950000	558.810000	-24.190000	-4.150000	582.999984
International Petroleum Corp.	5	0.840000	543.000000	-51.570000	-8.670000	594.565215
Vivesto	1368	0.390000	560.880000	-52.120000	-8.500000	612.999432
Axfood	13	0.320000	3653.000000	-103.000000	-2.740000	3756.000001
OX2	18	1.510000	1448.100000	-215.900000	-12.970000	1663.999992
Fasadgruppen Group	35	2.560000	3500.000000	-311.000000	-8.160000	3810.999990
Ovzon	52	-0.360000	2880.800000	-481.200000	-14.310000	3361.999992
TOTAL			46293.460000	-595.110000	-1.93607%	46888.564618

Updated:

'2023-01-20 16:26:08.670217'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.